You could also skip the exporting step by using JACK to connect MuseScore to a DAW. EWQL (and many other sound libraries) don't usually sound as good as they could when you use Musescore to generate MIDI since its MIDI capabilities are very basic. If high quality audio is what you are looking for, I would suggest generating it in the DAW.

As I understand it JACK is no longer necessary as MuseScore now supports MIDI Output. That's a big sigh of relief on my part because it was a pig to set up, and even when working had a tendency to do strange things with MIDI Output.